On bootstrap and analytical bias corrections
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Publication:1128548
DOI10.1016/S0165-1765(97)00276-0zbMath0899.90043OpenAlexW2078386095MaRDI QIDQ1128548
Silvia L. P. Ferrari, Francisco Cribari-Neto
Publication date: 13 August 1998
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1765(97)00276-0
Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)
Related Items (10)
Higher-order approximate confidence intervals ⋮ Improved point estimation for the Kumaraswamy distribution ⋮ Improved maximum likelihood estimators for the parameters of the Johnson SB distribution ⋮ Accelerated Monte Carlo estimation of exceedance probabilities under monotonicity constraints ⋮ Sequences of bias-adjusted covariance matrix estimators under heteroskedasticity of unknown form ⋮ Improved maximum-likelihood estimators for the parameters of the unit-gamma distribution ⋮ Bootstrap-based improved estimators for the two-parameter Birnbaum–Saunders distribution ⋮ Improved point and interval estimation for a beta regression model ⋮ Improved maximum-likelihood estimation in a regression model with general parametrization ⋮ Bias-Corrected Maximum Likelihood Estimators in Nonlinear Heteroscedastic Models
Uses Software
Cites Work
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- Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy
- Bootstrap methods: another look at the jackknife
- Bias correction in ARMA models
- Second- and third-order bias reduction for one-parameter family models
- Bootstrap: more than a stab in the dark? With discussion and a rejoinder by the author
- The jackknife and bootstrap
- The bootstrap - a review
- On bootstrap resampling and iteration
- Bootstrap Technology and Applications
- The bootstrap and Edgeworth expansion
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